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This paper investigates an optimal sequencing and dynamic pricing problem for a two-class queueing system. Using a Markov
Decision Process based model, we obtain structural characterizations of optimal policies. In particular, it is shown that
the optimal pricing policy depends on the entire queue length vector but some monotonicity results prevail as the composition
of this vector changes. A numerical study finds that static pricing policies may have significant suboptimality but simple
dynamic pricing policies perform well in most situations. 相似文献
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We consider a tandem queue with coupled processors and analyze the two-dimensional Markov process representing the numbers of jobs in the two stations. A functional equation for the generating function of the stationary distribution of this two-dimensional process is derived and solved through the theory of Riemann-Hilbert boundary value problems. 相似文献
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Eren Başar Çil E. Lerzan Örmeci Fikri Karaesmen 《Mathematical Methods of Operations Research》2007,66(2):263-274
The purpose of this paper is to investigate the structural properties of the optimal batch acceptance policy in a Markovian
queueing system where different classes of customers arrive in batches and the buffer capacity is finite. We prove that the
optimal policy can possess certain monotonicity properties under the assumptions of a single-server and constant batch sizes.
Even though our proof cannot be extended to cases where either one of the assumptions is relaxed, we numerically observe that
the optimal policy can still possess the same properties when only the single-server assumption is relaxed. Finally, we present
counterexamples that show the non-monotone structure of the optimal policy when the batch sizes are not constant. 相似文献
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Admission control with batch arrivals 总被引:1,自引:0,他引:1
We consider the problem of dynamic admission control in a multi-class Markovian loss system receiving random batches, where each admitted class-i job demands an exponential service with rate μ, and brings a reward ri. We show that the optimal admission policy is a sequential threshold policy with monotone thresholds. 相似文献
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Effects of system parameters on the optimal policy structure in a class of queueing control problems 总被引:1,自引:0,他引:1
This paper studies a class of queueing control problems involving commonly used control mechanisms such as admission control
and pricing. It is well established that in a number of these problems, there is an optimal policy that can be described by
a few parameters. From a design point of view, it is useful to understand how such an optimal policy varies with changes in
system parameters. We present a general framework to investigate the policy implications of the changes in system parameters
by using event-based dynamic programming. In this framework, the control model is represented by a number of common operators,
and the effect of system parameters on the structured optimal policy is analyzed for each individual operator. Whenever a
queueing control problem can be modeled by these operators, the effects of system parameters on the optimal policy follow
from this analysis.
相似文献
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